Application of vector error correction model on macroeconomic variables toward changes in the composite stock price index

AC Pratiwi, AK Wardhana, S Rusgianto - Daengku: Journal of …, 2022 - sainsmat.org
Macroeconomic variables are still interesting to study because some studies still find
inconsistent results and dependence on the dynamics of the capital market and international …

Asymmetric effects of inflation rate changes on the stock market index: The case of Indonesia

PC Sia, CM Leong, CH Puah - Journal of International Studies, 2023 - ceeol.com
Over the years, macroeconomic fundamentals and the stock market were found to have
symmetrical relationship in numerous scientific investigations. These fundamentals provide …

Analisis pengaruh harga minyak mentah dunia, harga batubara, harga emas, inflasi, dan nilai tukar terhadap IHSG

MD Prasada, IRD Pangestuti - Diponegoro Journal of …, 2022 - ejournal3.undip.ac.id
This study aims to examine the effect of world crude oil prices, coal prices, gold prices,
inflation, and the exchange rate on the IDX Composite. The sample used in this study is …

Does inflation or interest rate matter to Indonesian stock prices? An asymmetric approach

PC Sia, CH Puah, CM Leong, KJ Yii… - Journal of Economics …, 2024 - emerald.com
Purpose This paper examines the asymmetric effects of inflation and interest rate on stock
prices in Indonesia. Design/methodology/approach Variables such as interest rate, inflation …

[PDF][PDF] The effect of commodity price changes and USD/IDR exchange rate on Indonesian mining companies' stock return

AR Putra, R Robiyanto - Jurnal Keuangan dan …, 2019 - perpustakaan.unaja.ac.id
There are many variables which will be influencing stock return. Some of those variables are
come from the commodity market, such as gold, price and crude oil price changes, and also …

The impact of money supply and the inflation rate on Indonesia composite index: Case study in Indonesia Stock Exchange 2008-2017

S Sumaryoto, A Nurfarkhana… - International Journal of …, 2021 - jurnal.stie-aas.ac.id
This research is a descriptive and explanative research on the impact of money supply and
the inflation rate on Indonesia Composite Index or IHSG. This research tries to understand …

Analysis of the Influence of Interest Rate, Exchange Value, World Gold Prices, Dow Jones Index, AEX Index, DAX Index, and Shanghai Index on LQ45 Index in …

A Nurwulandari, H Hasanudin… - JABE (Journal of …, 2021 - journal.lppmunindra.ac.id
This research aims to find out the influence of interest rate, exchange rate, world gold price,
Dow Jones Index, AEX Index, DAX Index, and Shanghai Index on the LQ45 Index at the …

[PDF][PDF] Analisis pengaruh faktor internal dan faktor eksternal terhadap pergerakan Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia periode 2012-2016

SO Nellawati, Y Isbanah - Jurnal Ilmu Manajemen, 2019 - core.ac.uk
The purpose of this research to analyze the effect of inflation, exchange rate, money supply,
gross domestic product, gold price, oil price, fed rate, index Nikkei 225 and index Hang …

[PDF][PDF] The effect of world oil prices, gold prices, and other energy prices on the Indonesian mining sector with exchange rate of Indonesian Rupiah as the moderating …

SU Ady - International Journal of Energy Economics and Policy, 2021 - zbw.eu
The paper aimed to determine the effect of world oil prices, gold prices, and other energy
prices on the Indonesian mining sector with the moderating influence of the exchange rate of …

Macroeconomics and the LQ45 Index: Is the COVID-19 pandemic making a difference?

L Winny, Y Yulfiswandi - Jurnal Manajemen Strategi …, 2022 - ejournal.imperiuminstitute.org
This study examines how macroeconomic indicators and Covid-19 cases can affect the
movement of the LQ45 index. The Covid-19 case was also studied as a moderator between …